Anic Equity¶

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Total return since start: 0.657 %¶

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Equity now: -----------------------------> 50627.94 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43272.27 Kr¶

PnL: ---------------------------------------> -430.32 Kr¶

DD now: ---------------------------------> -4.692 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 16:38:57.280037'

Anic Portfolio¶

Today¶

Return: -0.243 %¶

This Week¶

Return: -0.243 %¶

Total portfolio value¶

Return including deposits: 65.743 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Orrön Energy 170 -1.410000 2077.400000 36.550000 1.790000 2040.850000
Hexagon B 26 -0.450000 3437.200000 26.000000 0.760000 3411.200000
Vitec Software Group B 2 -0.620000 1119.000000 18.000000 1.630000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
INVISIO 15 -1.040000 3577.500000 15.000000 0.420000 3562.500000
Platzer Fastigheter Holding B 12 -0.500000 957.600000 8.400000 0.880000 949.200000
Hexatronic Group 15 2.310000 1075.200000 7.500000 0.700000 1067.700000
HEXPOL B 8 -0.250000 962.400000 7.200000 0.750000 955.200000
Profoto Holding 7 -1.180000 588.000000 6.000000 1.030000 581.999999
Sagax B 4 -1.550000 888.400000 5.200000 0.590000 883.200000
Hennes & Mauritz B 6 -0.650000 914.280000 4.320000 0.470000 909.960000
Sagax A 4 -0.890000 888.000000 4.000000 0.450000 884.000000
AcadeMedia 20 -0.690000 977.600000 2.000000 0.210000 975.600000
Atrium Ljungberg B 5 -0.610000 903.000000 1.500000 0.170000 901.500000
ASSA ABLOY B 4 -1.350000 992.000000 1.200000 0.120000 990.800000
BHG Group 109 -5.310000 1420.270000 1.090000 0.080000 1419.180000
Latour B 4 -3.040000 854.000000 0.000000 0.000000 854.000000
SKF B 5 -1.390000 977.750000 -0.250000 -0.030000 978.000000
Sandvik 4 -1.540000 845.200000 -0.400000 -0.050000 845.600000
Biotage 1 -9.060000 143.500000 -4.000000 -2.710000 147.500000
Addnode Group B 7 -2.950000 898.800000 -4.200000 -0.470000 903.000000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
EQT 4 -2.350000 864.800000 -6.000000 -0.690000 870.800000
BioGaia B 8 -2.440000 895.200000 -7.200000 -0.800000 902.400000
JM 7 -2.260000 940.100000 -7.700000 -0.810000 947.800000
OX2 12 -4.040000 897.600000 -9.000000 -0.990000 906.600000
Alimak Group 12 -1.070000 994.800000 -9.600000 -0.960000 1004.400000
Gränges 10 2.810000 1023.000000 -13.000000 -1.250000 1036.000000
Vitrolife 3 -3.080000 661.800000 -15.200000 -2.250000 677.000001
Byggmax Group 33 -3.300000 947.760000 -17.160000 -1.780000 964.920000
Investor B 3 -2.290000 639.750000 -18.250000 -2.770000 657.999999
Catena 2 -2.190000 784.400000 -19.200000 -2.390000 803.600000
Creaspac SPAC 40 -0.630000 3804.000000 -20.000000 -0.520000 3824.000000
Hoist Finance 36 -2.520000 973.800000 -34.200000 -3.390000 1008.000000
VEF 788 -2.650000 1853.380000 -44.120000 -2.330000 1897.504000
Sedana Medical 93 -2.750000 2628.180000 -355.400000 -11.910000 2983.577733
TOTAL 43272.270000 -430.320000 -4.69201% 43702.591732

Updated:¶

'2023-06-19 16:39:14.724873'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶